STRATEGY VWAP MOMENTUM

20251211 (Thursday, DoW=4)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 11

Periodo: 2025-12-11 07:29:00 - 2025-12-11 22:59:00

Exposure Days: 1

Trades per Day: 11.00

Avg Duration: 82.73 min

Median Duration: 75.00 min

PERFORMANCE

Total Profit: $1,115.00

Avg Profit: $101.36

Median Profit: $-1,500.00

Std Profit: $1,959.60

Profit Factor: 1.12

WIN/LOSS

Win Rate: 40.0%

Winners / Losers: 4 / 6 (Ratio: 1:1)

Gross Profit: $10,115.00

Gross Loss: $-9,000.00

Avg Winner: $2,023.00

Avg Loser: $-1,500.00

Avg Winner / Avg Loser: (Ratio: 1:1.35)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-6,000.00

Sharpe Ratio: 0.05

Sortino Ratio: 0.00

Ulcer Index: 143.44

EXIT REASONS

TARGET exits: 4 (36.4%)

STOP exits: 6 (54.5%)

EOD exits: 1 (9.1%)

LONG ENTRIES (BUY)

Total LONG: 6

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $4,615.00

Avg P&L: $769.17

SHORT ENTRIES (SELL)

Total SHORT: 5

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-3,500.00

Avg P&L: $-700.00

CUMULATIVE P&L